-65.5%
OUST vs WING
+33.6%
-99.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | 0.0% | -8.5% | -8.5% |
| 7D | -3.8% | -2.5% | -1.3% | -2.9% |
| 30D | +5.1% | +29.5% | -24.5% | -4.4% |
| 3M | -25.8% | +40.2% | -66.0% | -35.1% |
| 6M | -2.0% | +32.7% | -34.7% | -14.1% |
| YTD | +54.7% | -32.8% | +87.5% | +69.8% |
| 1Y | +48.8% | -31.7% | +80.5% | +60.9% |
| 3Y | +607.8% | -24.7% | +632.5% | +518.4% |
| 5Y | -52.7% | -0.5% | -52.2% | -68.1% |
| All | -65.5% | +33.6% | -99.1% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WING wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling